V-Lab
Automatic Data Processing Inc Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, May 7th, 2024:20.27 (-0.32)
Analysis last updated: Monday, May 6, 2024 at 09:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0021 | 9.35 | |
| 0.0472 | 12.93 | |
| 0.9507 | 249.27 | |
| -0.0028 | -2.98 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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